+833.6%
XLB vs DAR
+1,810.2%
-976.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.7% | -2.8% | +1.5% |
| 7D | -1.4% | -2.8% | +1.4% | -1.1% |
| 30D | +7.1% | -12.8% | +19.9% | +8.3% |
| 3M | +0.6% | -11.6% | +12.2% | +1.5% |
| 6M | +3.5% | -16.8% | +20.3% | +4.8% |
| YTD | +18.2% | +45.9% | -27.7% | +14.0% |
| 1Y | +25.6% | +61.5% | -35.9% | +20.0% |
| 3Y | +46.7% | +23.0% | +23.7% | +41.8% |
| 5Y | +30.9% | -35.8% | +66.7% | +32.6% |
| 10Y | +167.7% | +280.4% | -112.6% | +136.0% |
| All | +833.6% | +1,810.2% | -976.6% | +706.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling